Numerical Linear Algebra
where the algebra stops being the arithmetic
Field

The matrix that is a graph

Every matrix in the fields before this one arrives as a matrix. A graph does not: it arrives as vertices and edges, two different matrices can be built from it that answer different questions, and what anybody wants back is a partition, a ranking or a count — a discrete answer, computed by continuous arithmetic. So a rounding here does not make the answer slightly wrong, it makes it a different answer: a connected graph reported as two pieces, a leaderboard whose middle places are decided by one uncrawled link, a determinant that is known in advance to be a whole number and stops being one at sixteen vertices while the elimination that produced it stays backward stable throughout. Two things this field has that nothing else on the site does. The Laplacian's null vector is exact — the rows are cancellations of integers, so L·1 is zero rather than nearly zero. And there is a two-sided bound that is proved rather than estimated, from one matrix–vector product.
the matrix, measuredvertices40edges223‖L·1‖∞0zero eigenvalues1components, by search1λ₂1.5laid out at its own eigenvectorsand the row sums are exactly zero

A matrix with no numbers in it

A graph arrives as vertices and edges. Two different matrices can be built from it, they answer different questions, and one of them has a null vector that is exact — the only object on this site whose kernel is known before anything runs.

 10⁻³10⁻²10⁻¹110¹12345678910conductance, and the two bounds on itpathcyclegridbarbelltwo blockshypercubepreferentialstarcompletethe bar is the inequalitythe dot is the graph

Two Laplacians of one graph

D − A and D^{-1/2}(D − A)D^{-1/2} are built from the same object, are not similar to each other, and answer different questions. On a graph whose degrees are equal they coincide. On one whose degrees span an order of magnitude their second eigenvalues are sixteen times apart.

 1611162126110¹10²10³degree of the grounded vertexcondition number of what is left1, the best choicea parameter nobody setsvertices tried30best κ1at degree29worst κ898at degree1spread898one row and column deletedand it matters which

The vertex nobody solves for

A Laplacian is singular, so every solve with one has to remove its kernel first. There are three ways, they agree to fourteen digits, and the one everybody uses carries a free parameter that no account of the method mentions and that moves the condition number by nine hundred.

 0481216202410⁻²10⁻¹1vertices on the smaller sideconductance of the prefix cut0.00752, the best prefixthe rounding stepλ₂0.14cuts considered23best conductance0.0075at k =12worst prefix1the dashed curve is the eigenvectorthe solid one is what it costs

The vector that has to be rounded

A spectral partition is an eigenvector, and an eigenvector is a real vector. The answer wanted is a subset. Something has to turn one into the other, and the something is a heuristic applied after the linear algebra has finished.

 10⁻³10⁻²10⁻¹110¹12345678910conductance, and the two bounds on itpathcyclegridbarbelltwo blockshypercubepreferentialstarcompletethe bar is the inequalitythe dot is the graph

A bound with a square root in it

Cheeger's inequality brackets a graph's best cut between λ₂/2 and √(2λ₂). The lower bound is attained exactly. The upper one is loose by a factor of fourteen — on the one graph in the census with a real bottleneck, which is the shape it is always quoted about.

 14710131619110¹indexeigenvalue of Lan eigenvalue with no vectorλ₂0.35λ₃0.35gap1.7·10⁻¹⁵partitions found3best conductance0.045worst0.045two eigenvalues, one valueand the answer is not a function of the graph

A partition decided in the last digit

On a graph with a symmetry there is no Fiedler vector — there is a plane, and every vector in it is an exact eigenvector. Twenty-four runs with the edge weights nudged by 10⁻¹² return ten different partitions of a cycle and, on a hypercube, two different qualities of answer.

 01428425670849810⁻¹⁶10⁻¹⁴10⁻¹²10⁻¹⁰10⁻⁸10⁻⁶10⁻⁴10⁻²iterationchange between iteratestwo rates, one curveα0.85λ₂(P)0.9predicted rate0.77measured0.77iterations108against the solve10⁻¹⁶the upper dashed line is αᵏthe curve is on the other one

A ranking that is an eigenvector

PageRank is the stationary vector of a walk that follows links with probability α and jumps at random otherwise. The iteration and the elimination agree to 4·10⁻¹⁷. What α is set to changes which pages come third, fourth and fifth.

 0173451688510211910⁻⁶10⁻⁵10⁻⁴10⁻³10⁻²10⁻¹1steps of the walkdistance from stationarya rate read as a timeλ₂ of the walk0.9steps measured122steps predicted131ratio0.93the dashed line is the eigenvaluethe curve is the walk

The rate is the second eigenvalue

A walk forgets where it started at a rate the graph's second eigenvalue names exactly. Across three orders of magnitude in the step count the prediction is five per cent high — and the published rate for PageRank is right for a reason nobody states, which is that a link graph is in pieces.

 02244668811013215417610⁻¹⁶10⁻¹⁴10⁻¹²10⁻¹⁰10⁻⁸10⁻⁶10⁻⁴10⁻²iterationchange between iteratestwo rates, one curveα0.85λ₂(P)1predicted rate0.85measured0.84iterations176against the solve1.4·10⁻¹⁶the upper dashed line is αᵏthe curve is on the other one

A chain with no stationary vector

A page with no outgoing links loses forty per cent of the walker's probability in six hundred steps. A directed cycle never converges at all. And on a graph whose links only run one way, the entire rank of half the vertices is exactly one minus the teleportation parameter.

 1611162126313610⁻²²10⁻¹⁹10⁻¹⁶10⁻¹³10⁻¹⁰10⁻⁷10⁻⁴10⁻¹vertex, clique first then tail|entry| relative to the largestone rounding of the largest entrya bound that is provedPerron root11bracket, low11bracket, high11bracket width1.2·10⁻⁴smallest entry-1.5·10⁻²⁰entries below zero4every entry is positiveand the picture disagrees

An eigenvector that must not change sign

Perron's theorem says the leading eigenvector of a connected nonnegative matrix is strictly positive. On a clique with a long tail, four of its thirty-six entries come back negative — and beside them is the one two-sided bound on this site that is proved rather than estimated.

 places settled, of 14the arithmetic14 of 14one missing link3 of 14α from 0.80 to 0.9011 of 14entries move by 4.05·10⁻¹¹entries move by 0.00443entries move by 0.00123three kinds of doubtcomparisons14smallest gap6.3·10⁻⁵largest gap0.0024arithmetic band4.1·10⁻¹¹one-link band0.0044α band0.0012the arithmetic settles nearly all of themthe data settles three

A ranking whose order is not determined

Of the fourteen adjacent comparisons in a top-fifteen, fourteen survive perturbing the arithmetic at the rounding level, eleven survive moving the teleportation parameter across its usual range, and three survive removing one link. The computation is the strongest part of the answer.

 1357911131510⁻¹⁸10⁻¹⁵10⁻¹²10⁻⁹10⁻⁶10⁻³1vertexrelative error against the exact answerthree routes, one numberworst, by elimination4.8·10⁻¹⁶worst, by spectrum10·10⁻¹⁶solve residual1.5·10⁻¹⁵Foster's sum15n − 115difference3.6·10⁻¹⁵the answer is a ratio of integersso the error is known

A distance computed by a solve

Effective resistance is the one quantity in this field with no combinatorial route to it — it is defined by a linear system. On a small unweighted graph the answer is a ratio of two integers, so for once the error is known rather than estimated, and every resistance in a graph has to add up to a number fixed in advance.

 19172533414911.251.51.752indexsample ÷ originalkept, and not keptedges kept344of1225eigenvalue ratio, low0.43high1.7degree ratio, low0.56high1.5diameter, after3filled dots are eigenvaluesopen dots are degrees

A graph with a tenth of the edges

Keeping 344 of 1,225 edges, sampled by effective resistance and reweighted, preserves every eigenvalue of the Laplacian to within a factor of 1.7. It preserves no degree — half of them are wrong by more than a third — and it takes the diameter from one to three.

 05101520253035059118177236295vertices eliminatededges of fill so farminDegree: 71natural: 125reverse: 125random: 160maxDegree: 293fill, by orderingminDegree71natural125reverse125random160maxDegree293edges to start60eliminating a vertex makes a cliqueand the order decides how big

Eliminating a vertex is a graph operation

Gaussian elimination on a Laplacian deletes a vertex and joins its neighbours into a clique with conductances wᵢwⱼ over Σw. The matrix that remains is still a graph — symmetric, zero row sums, nonpositive off the diagonal — and the ordering decides whether the fill is thirty-one edges or four hundred and sixty-five.

 10⁻¹110¹10²10³1234eigenvalue of the preconditioned Laplacian, and the stretchbreadth-firstκ = 34.62randomκ = 55.17random, secondκ = 37.11the bar is the spectrumthe tick is a combinatorial bound

A preconditioner that is a tree

Every eigenvalue of a tree-preconditioned Laplacian is at least one and at most the total stretch — a combinatorial integer with no arithmetic in it. Measured, the bound is two to four times loose, and on a grid the preconditioner makes the conditioning worse by a factor of 1.85 at every size.

 57911131517192110⁻¹⁷10⁻¹⁴10⁻¹¹10⁻⁸10⁻⁵10⁻²10¹vertices of the complete graphrelative sizethe algorithm is not the problemsizes counted18worst relative error9.4·10⁻¹⁵first wrong at n =16digits in the answer17spacing of doubles there8largest integer a double holds9·10¹⁵the elimination stays at the rounding levelthe format runs out

A count that comes out of a determinant

The number of spanning trees of a graph is the determinant of its grounded Laplacian, so it is a whole number known in advance. The elimination that computes it is backward stable at every size — and from sixteen vertices the answer is wrong, because the count has seventeen digits and a binary64 has sixteen.

 a triangle and a square, joinedK₂,₃ with a pendant edge1234560123456indexeigenvaluethe same, and not the samevertices each6edges each7spanning trees12spectra differ by5.3·10⁻¹⁵highest degree, left4highest degree, right3one has a trianglethe other is bipartite

The spectrum is not the graph

Two graphs on six vertices with the same Laplacian characteristic polynomial — as integer polynomials, not to fourteen digits. One contains a triangle; the other is bipartite. Every method in this field that reads only the spectrum is answering about the class.

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